We model the impact of supply and demand on risk premiums in electricity futures, using daily data for 2003-2014. The … strong seasonal patterns, are related to the variance and skewness of the electricity spot price, and help predict future … electricity futures …

Demand response program is being implemented in the National Electricity Market of Singapore, which boosts the … flexibility of demand side to actively participate in the real-time electricity market. Meanwhile, it is also significant to … considering demand response with uncertain and correlated nature of electricity loads. To this end, a data-driven Dirichlet …

Mots-clés de l'autrice: Electricity Markets ; Multi-Stage Stochastic Programming ; Uncertainty Management ; Decision …

robustness regarding redispatch cost reduction. Sensitivities to uncertain factors such as grid and renewable expansion, demand …

to shift consumption from high demand periods to low demand periods within the day, which suggests that such a pricing … strategy could significantly reduce the cost of increasing the share of greenhouse gas free wind and solar electricity … production in an electricity supply industry. …